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<div class="header">
  <div class="headertitle"><div class="title">cholesky.hpp</div></div>
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<div class="contents">
<a href="cholesky_8hpp.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno">    1</span> </div>
<div class="line"><a id="l00033" name="l00033"></a><span class="lineno">   33</span><span class="preprocessor">#pragma once</span></div>
<div class="line"><a id="l00034" name="l00034"></a><span class="lineno">   34</span> </div>
<div class="line"><a id="l00035" name="l00035"></a><span class="lineno">   35</span><span class="preprocessor">#include &quot;<a class="code" href="_error_8hpp.html">NumCpp/Core/Internal/Error.hpp</a>&quot;</span></div>
<div class="line"><a id="l00036" name="l00036"></a><span class="lineno">   36</span><span class="preprocessor">#include &quot;<a class="code" href="_static_asserts_8hpp.html">NumCpp/Core/Internal/StaticAsserts.hpp</a>&quot;</span></div>
<div class="line"><a id="l00037" name="l00037"></a><span class="lineno">   37</span><span class="preprocessor">#include &quot;<a class="code" href="_types_8hpp.html">NumCpp/Core/Types.hpp</a>&quot;</span></div>
<div class="line"><a id="l00038" name="l00038"></a><span class="lineno">   38</span><span class="preprocessor">#include &quot;<a class="code" href="_nd_array_8hpp.html">NumCpp/NdArray.hpp</a>&quot;</span></div>
<div class="line"><a id="l00039" name="l00039"></a><span class="lineno">   39</span> </div>
<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"><a class="line" href="namespacenc_1_1linalg.html">   40</a></span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespacenc_1_1linalg.html">nc::linalg</a></div>
<div class="line"><a id="l00041" name="l00041"></a><span class="lineno">   41</span>{</div>
<div class="line"><a id="l00042" name="l00042"></a><span class="lineno">   42</span>    <span class="comment">//============================================================================</span></div>
<div class="line"><a id="l00043" name="l00043"></a><span class="lineno">   43</span>    <span class="comment">// Method Description:</span></div>
<div class="line"><a id="l00053" name="l00053"></a><span class="lineno">   53</span><span class="comment"></span>    <span class="keyword">template</span>&lt;<span class="keyword">typename</span> dtype&gt;</div>
<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"><a class="line" href="namespacenc_1_1linalg.html#ae97a3a4f8b9f2d4253060db5928da6d1">   54</a></span>    <a class="code hl_class" href="classnc_1_1_nd_array.html">NdArray&lt;double&gt;</a> <a class="code hl_function" href="namespacenc_1_1linalg.html#ae97a3a4f8b9f2d4253060db5928da6d1">cholesky</a>(<span class="keyword">const</span> <a class="code hl_class" href="classnc_1_1_nd_array.html">NdArray&lt;dtype&gt;</a>&amp; inMatrix)</div>
<div class="line"><a id="l00055" name="l00055"></a><span class="lineno">   55</span>    {</div>
<div class="line"><a id="l00056" name="l00056"></a><span class="lineno">   56</span>        <a class="code hl_define" href="_static_asserts_8hpp.html#a36abb32368b91aed0d3133a4cfd5ae92">STATIC_ASSERT_ARITHMETIC</a>(dtype);</div>
<div class="line"><a id="l00057" name="l00057"></a><span class="lineno">   57</span> </div>
<div class="line"><a id="l00058" name="l00058"></a><span class="lineno">   58</span>        <span class="keyword">const</span> <span class="keyword">auto</span> <a class="code hl_function" href="namespacenc.html#ae2b224742bc8263190d451a44ebe5e34">shape</a> = inMatrix.<a class="code hl_function" href="classnc_1_1_nd_array.html#a4824e91b22bb46ebc31c9c08de55ef13">shape</a>();</div>
<div class="line"><a id="l00059" name="l00059"></a><span class="lineno">   59</span>        <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespacenc.html#ae2b224742bc8263190d451a44ebe5e34">shape</a>.<a class="code hl_function" href="classnc_1_1_shape.html#a939dd0ab6edf83b7abaf8b8c93a99152">issquare</a>())</div>
<div class="line"><a id="l00060" name="l00060"></a><span class="lineno">   60</span>        {</div>
<div class="line"><a id="l00061" name="l00061"></a><span class="lineno">   61</span>            <a class="code hl_define" href="_error_8hpp.html#a0f0ce4acf1fd6032112a06ebc50bb05a">THROW_RUNTIME_ERROR</a>(<span class="stringliteral">&quot;Input matrix should be square.&quot;</span>);</div>
<div class="line"><a id="l00062" name="l00062"></a><span class="lineno">   62</span>        }</div>
<div class="line"><a id="l00063" name="l00063"></a><span class="lineno">   63</span> </div>
<div class="line"><a id="l00064" name="l00064"></a><span class="lineno">   64</span>        <span class="keyword">auto</span> lMatrix = inMatrix.template astype&lt;double&gt;();</div>
<div class="line"><a id="l00065" name="l00065"></a><span class="lineno">   65</span> </div>
<div class="line"><a id="l00066" name="l00066"></a><span class="lineno">   66</span>        <span class="keywordflow">for</span> (<a class="code hl_typedef" href="namespacenc.html#af0f49663fb63332596e2e6327009d581">uint32</a> row = 0; row &lt; <a class="code hl_function" href="namespacenc.html#ae2b224742bc8263190d451a44ebe5e34">shape</a>.<a class="code hl_variable" href="classnc_1_1_shape.html#a6f89f699dea6eb89eef19e00c92b223a">rows</a>; ++row)</div>
<div class="line"><a id="l00067" name="l00067"></a><span class="lineno">   67</span>        {</div>
<div class="line"><a id="l00068" name="l00068"></a><span class="lineno">   68</span>            <span class="keywordflow">for</span> (<a class="code hl_typedef" href="namespacenc.html#af0f49663fb63332596e2e6327009d581">uint32</a> col = row + 1; col &lt; <a class="code hl_function" href="namespacenc.html#ae2b224742bc8263190d451a44ebe5e34">shape</a>.<a class="code hl_variable" href="classnc_1_1_shape.html#aae1a3c997648aacaefb60d0e6d0bf10d">cols</a>; ++col)</div>
<div class="line"><a id="l00069" name="l00069"></a><span class="lineno">   69</span>            {</div>
<div class="line"><a id="l00070" name="l00070"></a><span class="lineno">   70</span>                lMatrix(row, col) = 0.;</div>
<div class="line"><a id="l00071" name="l00071"></a><span class="lineno">   71</span>            }</div>
<div class="line"><a id="l00072" name="l00072"></a><span class="lineno">   72</span>        }</div>
<div class="line"><a id="l00073" name="l00073"></a><span class="lineno">   73</span> </div>
<div class="line"><a id="l00074" name="l00074"></a><span class="lineno">   74</span>        <span class="keywordflow">for</span> (<a class="code hl_typedef" href="namespacenc.html#af0f49663fb63332596e2e6327009d581">uint32</a> k = 0; k &lt; <a class="code hl_function" href="namespacenc.html#ae2b224742bc8263190d451a44ebe5e34">shape</a>.<a class="code hl_variable" href="classnc_1_1_shape.html#aae1a3c997648aacaefb60d0e6d0bf10d">cols</a>; ++k)</div>
<div class="line"><a id="l00075" name="l00075"></a><span class="lineno">   75</span>        {</div>
<div class="line"><a id="l00076" name="l00076"></a><span class="lineno">   76</span>            <span class="keyword">const</span> <span class="keywordtype">double</span>&amp; a_kk = lMatrix(k, k);</div>
<div class="line"><a id="l00077" name="l00077"></a><span class="lineno">   77</span> </div>
<div class="line"><a id="l00078" name="l00078"></a><span class="lineno">   78</span>            <span class="keywordflow">if</span> (a_kk &gt; 0.)</div>
<div class="line"><a id="l00079" name="l00079"></a><span class="lineno">   79</span>            {</div>
<div class="line"><a id="l00080" name="l00080"></a><span class="lineno">   80</span>                lMatrix(k, k) = <a class="code hl_function" href="namespacenc.html#a941a5a1ffb61387495a6f23dc4036287">std::sqrt</a>(a_kk);</div>
<div class="line"><a id="l00081" name="l00081"></a><span class="lineno">   81</span> </div>
<div class="line"><a id="l00082" name="l00082"></a><span class="lineno">   82</span>                <span class="keywordflow">for</span> (<a class="code hl_typedef" href="namespacenc.html#af0f49663fb63332596e2e6327009d581">uint32</a> i = k + 1; i &lt; <a class="code hl_function" href="namespacenc.html#ae2b224742bc8263190d451a44ebe5e34">shape</a>.<a class="code hl_variable" href="classnc_1_1_shape.html#a6f89f699dea6eb89eef19e00c92b223a">rows</a>; ++i)</div>
<div class="line"><a id="l00083" name="l00083"></a><span class="lineno">   83</span>                {</div>
<div class="line"><a id="l00084" name="l00084"></a><span class="lineno">   84</span>                    lMatrix(i, k) /= lMatrix(k, k);</div>
<div class="line"><a id="l00085" name="l00085"></a><span class="lineno">   85</span> </div>
<div class="line"><a id="l00086" name="l00086"></a><span class="lineno">   86</span>                    <span class="keywordflow">for</span> (<a class="code hl_typedef" href="namespacenc.html#af0f49663fb63332596e2e6327009d581">uint32</a> <a class="code hl_variable" href="namespacenc_1_1constants.html#a0e933571f05ee6af915fc327260517e9">j</a> = k + 1; <a class="code hl_variable" href="namespacenc_1_1constants.html#a0e933571f05ee6af915fc327260517e9">j</a> &lt;= i; ++<a class="code hl_variable" href="namespacenc_1_1constants.html#a0e933571f05ee6af915fc327260517e9">j</a>)</div>
<div class="line"><a id="l00087" name="l00087"></a><span class="lineno">   87</span>                    {</div>
<div class="line"><a id="l00088" name="l00088"></a><span class="lineno">   88</span>                        lMatrix(i, <a class="code hl_variable" href="namespacenc_1_1constants.html#a0e933571f05ee6af915fc327260517e9">j</a>) -= lMatrix(i, k) * lMatrix(<a class="code hl_variable" href="namespacenc_1_1constants.html#a0e933571f05ee6af915fc327260517e9">j</a>, k);</div>
<div class="line"><a id="l00089" name="l00089"></a><span class="lineno">   89</span>                    }</div>
<div class="line"><a id="l00090" name="l00090"></a><span class="lineno">   90</span>                }</div>
<div class="line"><a id="l00091" name="l00091"></a><span class="lineno">   91</span>            }</div>
<div class="line"><a id="l00092" name="l00092"></a><span class="lineno">   92</span>            <span class="keywordflow">else</span></div>
<div class="line"><a id="l00093" name="l00093"></a><span class="lineno">   93</span>            {</div>
<div class="line"><a id="l00094" name="l00094"></a><span class="lineno">   94</span>                <a class="code hl_define" href="_error_8hpp.html#a0f0ce4acf1fd6032112a06ebc50bb05a">THROW_RUNTIME_ERROR</a>(<span class="stringliteral">&quot;Matrix is not positive definite.&quot;</span>);</div>
<div class="line"><a id="l00095" name="l00095"></a><span class="lineno">   95</span>            }</div>
<div class="line"><a id="l00096" name="l00096"></a><span class="lineno">   96</span>        }</div>
<div class="line"><a id="l00097" name="l00097"></a><span class="lineno">   97</span> </div>
<div class="line"><a id="l00098" name="l00098"></a><span class="lineno">   98</span>        <span class="keywordflow">return</span> lMatrix;</div>
<div class="line"><a id="l00099" name="l00099"></a><span class="lineno">   99</span>    }</div>
<div class="line"><a id="l00100" name="l00100"></a><span class="lineno">  100</span>} <span class="comment">// namespace nc::linalg</span></div>
<div class="ttc" id="a_error_8hpp_html"><div class="ttname"><a href="_error_8hpp.html">Error.hpp</a></div></div>
<div class="ttc" id="a_error_8hpp_html_a0f0ce4acf1fd6032112a06ebc50bb05a"><div class="ttname"><a href="_error_8hpp.html#a0f0ce4acf1fd6032112a06ebc50bb05a">THROW_RUNTIME_ERROR</a></div><div class="ttdeci">#define THROW_RUNTIME_ERROR(msg)</div><div class="ttdef"><b>Definition:</b> Error.hpp:40</div></div>
<div class="ttc" id="a_nd_array_8hpp_html"><div class="ttname"><a href="_nd_array_8hpp.html">NdArray.hpp</a></div></div>
<div class="ttc" id="a_static_asserts_8hpp_html"><div class="ttname"><a href="_static_asserts_8hpp.html">StaticAsserts.hpp</a></div></div>
<div class="ttc" id="a_static_asserts_8hpp_html_a36abb32368b91aed0d3133a4cfd5ae92"><div class="ttname"><a href="_static_asserts_8hpp.html#a36abb32368b91aed0d3133a4cfd5ae92">STATIC_ASSERT_ARITHMETIC</a></div><div class="ttdeci">#define STATIC_ASSERT_ARITHMETIC(dtype)</div><div class="ttdef"><b>Definition:</b> StaticAsserts.hpp:39</div></div>
<div class="ttc" id="a_types_8hpp_html"><div class="ttname"><a href="_types_8hpp.html">Types.hpp</a></div></div>
<div class="ttc" id="aclassnc_1_1_nd_array_html"><div class="ttname"><a href="classnc_1_1_nd_array.html">nc::NdArray&lt; double &gt;</a></div></div>
<div class="ttc" id="aclassnc_1_1_nd_array_html_a4824e91b22bb46ebc31c9c08de55ef13"><div class="ttname"><a href="classnc_1_1_nd_array.html#a4824e91b22bb46ebc31c9c08de55ef13">nc::NdArray::shape</a></div><div class="ttdeci">const Shape &amp; shape() const noexcept</div><div class="ttdef"><b>Definition:</b> NdArrayCore.hpp:4511</div></div>
<div class="ttc" id="aclassnc_1_1_shape_html_a6f89f699dea6eb89eef19e00c92b223a"><div class="ttname"><a href="classnc_1_1_shape.html#a6f89f699dea6eb89eef19e00c92b223a">nc::Shape::rows</a></div><div class="ttdeci">uint32 rows</div><div class="ttdef"><b>Definition:</b> Core/Shape.hpp:44</div></div>
<div class="ttc" id="aclassnc_1_1_shape_html_a939dd0ab6edf83b7abaf8b8c93a99152"><div class="ttname"><a href="classnc_1_1_shape.html#a939dd0ab6edf83b7abaf8b8c93a99152">nc::Shape::issquare</a></div><div class="ttdeci">bool issquare() const noexcept</div><div class="ttdef"><b>Definition:</b> Core/Shape.hpp:125</div></div>
<div class="ttc" id="aclassnc_1_1_shape_html_aae1a3c997648aacaefb60d0e6d0bf10d"><div class="ttname"><a href="classnc_1_1_shape.html#aae1a3c997648aacaefb60d0e6d0bf10d">nc::Shape::cols</a></div><div class="ttdeci">uint32 cols</div><div class="ttdef"><b>Definition:</b> Core/Shape.hpp:45</div></div>
<div class="ttc" id="anamespacenc_1_1constants_html_a0e933571f05ee6af915fc327260517e9"><div class="ttname"><a href="namespacenc_1_1constants.html#a0e933571f05ee6af915fc327260517e9">nc::constants::j</a></div><div class="ttdeci">constexpr auto j</div><div class="ttdef"><b>Definition:</b> Core/Constants.hpp:42</div></div>
<div class="ttc" id="anamespacenc_1_1linalg_html"><div class="ttname"><a href="namespacenc_1_1linalg.html">nc::linalg</a></div><div class="ttdef"><b>Definition:</b> cholesky.hpp:41</div></div>
<div class="ttc" id="anamespacenc_1_1linalg_html_ae97a3a4f8b9f2d4253060db5928da6d1"><div class="ttname"><a href="namespacenc_1_1linalg.html#ae97a3a4f8b9f2d4253060db5928da6d1">nc::linalg::cholesky</a></div><div class="ttdeci">NdArray&lt; double &gt; cholesky(const NdArray&lt; dtype &gt; &amp;inMatrix)</div><div class="ttdef"><b>Definition:</b> cholesky.hpp:54</div></div>
<div class="ttc" id="anamespacenc_html_a941a5a1ffb61387495a6f23dc4036287"><div class="ttname"><a href="namespacenc.html#a941a5a1ffb61387495a6f23dc4036287">nc::sqrt</a></div><div class="ttdeci">auto sqrt(dtype inValue) noexcept</div><div class="ttdef"><b>Definition:</b> sqrt.hpp:48</div></div>
<div class="ttc" id="anamespacenc_html_ae2b224742bc8263190d451a44ebe5e34"><div class="ttname"><a href="namespacenc.html#ae2b224742bc8263190d451a44ebe5e34">nc::shape</a></div><div class="ttdeci">Shape shape(const NdArray&lt; dtype &gt; &amp;inArray) noexcept</div><div class="ttdef"><b>Definition:</b> Functions/Shape.hpp:42</div></div>
<div class="ttc" id="anamespacenc_html_af0f49663fb63332596e2e6327009d581"><div class="ttname"><a href="namespacenc.html#af0f49663fb63332596e2e6327009d581">nc::uint32</a></div><div class="ttdeci">std::uint32_t uint32</div><div class="ttdef"><b>Definition:</b> Types.hpp:40</div></div>
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